CME Euro FX Future September 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 1.4691 1.4662 -0.0029 -0.2% 1.4984
High 1.4720 1.4771 0.0051 0.3% 1.4988
Low 1.4667 1.4619 -0.0048 -0.3% 1.4634
Close 1.4675 1.4745 0.0070 0.5% 1.4655
Range 0.0053 0.0152 0.0099 186.8% 0.0354
ATR 0.0121 0.0123 0.0002 1.8% 0.0000
Volume 242,567 178,093 -64,474 -26.6% 1,471,066
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5168 1.5108 1.4829
R3 1.5016 1.4956 1.4787
R2 1.4864 1.4864 1.4773
R1 1.4804 1.4804 1.4759 1.4834
PP 1.4712 1.4712 1.4712 1.4727
S1 1.4652 1.4652 1.4731 1.4682
S2 1.4560 1.4560 1.4717
S3 1.4408 1.4500 1.4703
S4 1.4256 1.4348 1.4661
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5821 1.5592 1.4850
R3 1.5467 1.5238 1.4752
R2 1.5113 1.5113 1.4720
R1 1.4884 1.4884 1.4687 1.4822
PP 1.4759 1.4759 1.4759 1.4728
S1 1.4530 1.4530 1.4623 1.4468
S2 1.4405 1.4405 1.4590
S3 1.4051 1.4176 1.4558
S4 1.3697 1.3822 1.4460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4926 1.4619 0.0307 2.1% 0.0113 0.8% 41% False True 244,977
10 1.5470 1.4619 0.0851 5.8% 0.0112 0.8% 15% False True 256,850
20 1.5728 1.4619 0.1109 7.5% 0.0096 0.7% 11% False True 233,012
40 1.5955 1.4619 0.1336 9.1% 0.0093 0.6% 9% False True 218,983
60 1.5955 1.4619 0.1336 9.1% 0.0087 0.6% 9% False True 173,666
80 1.5955 1.4619 0.1336 9.1% 0.0076 0.5% 9% False True 130,439
100 1.5955 1.4619 0.1336 9.1% 0.0072 0.5% 9% False True 104,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5417
2.618 1.5169
1.618 1.5017
1.000 1.4923
0.618 1.4865
HIGH 1.4771
0.618 1.4713
0.500 1.4695
0.382 1.4677
LOW 1.4619
0.618 1.4525
1.000 1.4467
1.618 1.4373
2.618 1.4221
4.250 1.3973
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 1.4728 1.4728
PP 1.4712 1.4712
S1 1.4695 1.4695

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These figures are updated between 7pm and 10pm EST after a trading day.

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